Bayesian Asymptotic Theory in a Time Series Model with a Possible Nonstationary Process
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 10 (1994)
Issue (Month): 3-4 (August)
Contact details of provider:
Postal: The Edinburgh Building, Shaftesbury Road, Cambridge CB2 2RU UK
Fax: +44 (0)1223 325150
Web page: http://journals.cambridge.org/jid_ECTProvider-Email:email@example.com
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Kwan, Yum K., 1998. "Asymptotic Bayesian analysis based on a limited information estimator," Journal of Econometrics, Elsevier, vol. 88(1), pages 99-121, November.
- Werner Ploberger & Peter C. B. Phillips, 2003.
"Empirical Limits for Time Series Econometric Models,"
Econometric Society, vol. 71(2), pages 627-673, March.
- Peter C.B. Phillips & Werner Ploberger, 1999. "Empirical Limits for Time Series Econometric Models," Cowles Foundation Discussion Papers 1220, Cowles Foundation for Research in Economics, Yale University.
- António Afonso & Ricardo M. Sousa, 2008.
"The Macroeconomic Effects of Fiscal Policy,"
Working Papers Department of Economics
2008/56, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
- Phillips, Peter C B & Xiao, Zhijie, 1998.
" A Primer on Unit Root Testing,"
Journal of Economic Surveys,
Wiley Blackwell, vol. 12(5), pages 423-69, December.
- Chao, John C. & Phillips, Peter C. B., 1999.
"Model selection in partially nonstationary vector autoregressive processes with reduced rank structure,"
Journal of Econometrics,
Elsevier, vol. 91(2), pages 227-271, August.
- John C. Chao & Peter C.B. Phillips, 1997. "Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure," Cowles Foundation Discussion Papers 1155, Cowles Foundation for Research in Economics, Yale University.
- Peter C. B. Phillips, 2003.
"Laws and Limits of Econometrics,"
Royal Economic Society, vol. 113(486), pages C26-C52, March.
- Yong Li & Tao Zeng & Jun Yu, 2012.
"Robust Deviance Information Criterion for Latent Variable Models,"
30-2012, Singapore Management University, School of Economics.
- Yong Li & Zeng Tao & Jun Yu, . "Robust Deviance Information Criterion for Latent Variable Models," Working Papers CoFie-04-2012, Sim Kee Boon Institute for Financial Economics.
- Christian Julliard, 2003. "The international diversification puzzle is not worse than you think," International Finance 0301004, EconWPA.
- Penelope Smith, 2006. "Bayesian Inference for a Threshold Autoregression with a Unit Root," Melbourne Institute Working Paper Series wp2006n20, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Keith Waters).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.